Mereo Biopharma Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:107.69% (-4.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 13.70 | |
| 0.2369 | 5.05 | |
| 0.7803 | 89.49 | |
| -0.1459 | -2.41 |
Estimation Period:
Apr 24, 2019 to Feb 13, 2026
Apr 24, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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